+296.4%
ARM vs MO
+93.2%
+203.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +3.4% |
| 7D | +5.5% | +0.3% | +5.1% | +5.7% |
| 30D | -8.2% | +0.6% | -8.8% | -7.7% |
| 3M | -35.9% | -1.0% | -34.9% | -35.3% |
| 6M | +103.1% | +4.3% | +98.8% | +110.5% |
| YTD | +130.6% | +23.3% | +107.3% | +158.7% |
| 1Y | +86.1% | +10.5% | +75.6% | +99.4% |
| All | +296.4% | +93.2% | +203.2% | +437.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling